I'v made the Cleanup Policy in Sonatype Nexus 3.18.1-01 for the past x days, then made a task Cleanup service Admin - Cleanup repositories using their associated policies, ran it, and all is good and fine - the old artefact versions are gone from UI, but on the machine I still have the same xx GB space taken - any thoughts on that ?
You need to run an 'Admin - Compact blob store' task. Any clean up (task, or individual deletions) done via NXRM3 is soft deleted in case it's removed the wrong thing, you can restore. Compact blob store finishes the job (removing all soft deleted items). Of course, it's worth noting that after you do this your stuff is gone for good (likely what you want, but can be worth caution on your first impl of cleanup policies to make sure you didn't delete too much, etc.).